An implicit trust region algorithm for constrained optimization
Bonnans, J. Frederic ; Launay, Geneviève
HAL, Report N°: RR-1780 / Harvested from HAL
Text on HAL
In this paper we study the convergence of sequential quadratic programming algorithms for the nonlinear programming problems. Assuming only that the direction is a stationary point of the current quadratic program we study the local convergence properties without strict complementarity. We obtain some global and superlinearly convergent algorithm. As a particular case we formulate an extension of Newton's method that is quadratically convergent to a point satisfying a strong sufficient second order condition.
Publié le : 1992-07-05
Classification:  [INFO.INFO-OH]Computer Science [cs]/Other [cs.OH],  [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC] 
@article{Report N°: RR-1780,
     author = {Bonnans, J. Frederic and Launay, Genevi\`eve},
     title = {An implicit trust region algorithm for constrained optimization},
     journal = {HAL},
     volume = {1992},
     number = {0},
     year = {1992},
     language = {en},
     url = {http://dml.mathdoc.fr/item/Report N°: RR-1780}
}

Bonnans, J. Frederic; Launay, Geneviève. An implicit trust region algorithm for constrained optimization. HAL, Tome 1992 (1992) no. 0, . http://gdmltest.u-ga.fr/item/Report%20N%C2%B0:%20RR-1780/